Stability estimates for h-p spectral element methods for elliptic problems

In a series of papers of which this is the first we study how to solve elliptic problems on polygonal domains using spectral methods on parallel computers. To overcome the singularities that arise in a neighborhood of the corners we use a geometrical mesh. With this mesh we seek a solution which minimizes a weighted squared norm of the residuals in the partial differential equation and a fractional Sobolev norm of the residuals in the boundary conditions and enforce continuity by adding a term which measures the jump in the function and its derivatives at inter-element boundaries, in an appropriate fractional Sobolev norm, to the functional being minimized. Since the second derivatives of the actual solution are not square integrable in a neighborhood of the corners we have to multiply the residuals in the partial differential equation by an appropriate power of r_k, where r_k measures the distance between the pointP and the vertexA _k in a sectoral neighborhood of each of these vertices. In each of these sectoral neighborhoods we use a local coordinate system (τ_k, θ_k) where τ_k = lnr_k and (r_k, θ_k) are polar coordinates with origin at A_k, as first proposed by Kondratiev. We then derive differentiability estimates with respect to these new variables and a stability estimate for the functional we minimize. In [6] we will show that we can use the stability estimate to obtain parallel preconditioners and error estimates for the solution of the minimization problem which are nearly optimal as the condition number of the preconditioned system is polylogarithmic inN, the number of processors and the number of degrees of freedom in each variable on each element. Moreover if the data is analytic then the error is exponentially small inN.     

Stability estimates for h-p spectral element methods for general elliptic problems on curvilinear domains

In this paper we show that the h-p spectral element method developed in [3,8,9] applies to elliptic problems in curvilinear polygons with mixed Neumann and Dirichlet boundary conditions provided that the Babuska-Brezzi inf-sup conditions are satisfied. We establish basic stability estimates for a non-conforming h-p spectral element method which allows for simultaneous mesh refinement and variable polynomial degree. The spectral element functions are non-conforming if the boundary conditions are Dirichlet. For problems with mixed boundary conditions they are continuous only at the vertices of the elements. We obtain a stability estimate when the spectral element functions vanish at the vertices of the elements, which is needed for parallelizing the numerical scheme. Finally, we indicate how the mesh refinement strategy and choice of polynomial degree depends on the regularity of the coefficients of the differential operator, smoothness of the sides of the polygon and the regularity of the data to obtain the maximum accuracy achievable. An erratum to this article is available at .     

Nonconforming cell boundary element methods for elliptic problems on triangular mesh

The nonconforming cell boundary element (CBE) methods are proposed. The methods are designed in such a way that they enjoy the mass conservation at the element level and the normal component of fluxes at inter-element boundaries are continuous for unstructured triangular meshes. Normal flux continuity and the optimal order error estimates in a broken H¹ norm for the P₁ method are established, which are completion of authors' earlier works [Y. Jeon, D. Sheen, Analysis of a cell boundary element method, Adv. Comput. Math. 22 (3) (2005) 201–222; Y. Jeon, E.-J. Park, D. Sheen, A cell boundary element method for elliptic problems, Numer. Methods Partial Differential Equations 21 (3) (2005) 496–511]. Moreover, two second order methods (the and modified methods) and a multiscale CBE method are constructed and numerical experiments are performed. Numerical results show feasibility and effectiveness of the CBE methods.     

Preconditioners for spectral element methods for elliptic and parabolic problems

In this paper we propose preconditioners for spectral element methods for elliptic and parabolic problems. These preconditioners are constructed using separation of variables and are easy to invert. Moreover they are spectrally equivalent to the quadratic forms which they are used to approximate.     

A posteriori error control for finite element approximations of elliptic eigenvalue problems

We develop a new approach to a posteriori error estimation for Galerkin finite element approximations of symmetric and nonsymmetric elliptic eigenvalue problems. The idea is to embed the eigenvalue approximation into the general framework of Galerkin methods for nonlinear variational equations. In this context residual-based a posteriori error representations are available with explicitly given remainder terms. The careful evaluation of these error representations for the concrete situation of an eigenvalue problem results in a posteriori error estimates for the approximations of eigenvalues as well as eigenfunctions. These suggest local error indicators that are used in the mesh refinement process.     

Numerical study of natural superconvergence in least-squares finite element methods for elliptic problems

Natural superconvergence of the least-squares finite element method is surveyed for the one-and two-dimensional Poisson equation. For two-dimensional problems, both the families of Lagrange elements and Raviart-Thomas elements have been considered on uniform triangular and rectangular meshes. Numerical experiments reveal that many superconvergence properties of the standard Galerkin method are preserved by the least-squares finite element method. The second author was supported in part by the US National Science Foundation under Grant DMS-0612908.     

Nonconforming finite element methods for eigenvalue problems in linear plate theory

The paper deals with nonconforming finite element methods for approximating fourth order eigenvalue problems of type ² w=w. The methods are handled within an abstract Hilbert space framework which is a special case of the discrete approximation schemes introduced by Stummel and Grigorieff. This leads to qualitative spectral convergence under rather weak conditions guaranteeing the basic properties of consistency and discrete compactness for the nonconforming methods. Further asymptotic error estimates for eigenvalues and eigenfunctions are derived in terms of the given orders of approximability and nonconformity. These results can be applied to various nonconforming finite elements used by Adini, Morley, Zienkiewicz, de Veubeke e.a. This is carried out for the simple elements of Adini and Morley and is illustrated by some numerical results at the end.     

Jacobi spectral Galerkin method for elliptic Neumann problems

This paper is concerned with fast spectral-Galerkin Jacobi algorithms for solving one- and two-dimensional elliptic equations with homogeneous and nonhomogeneous Neumann boundary conditions. The paper extends the algorithms proposed by Shen (SIAM J Sci Comput 15:1489–1505, 1994) and Auteri et al. (J Comput Phys 185:427–444, 2003), based on Legendre polynomials, to Jacobi polynomials with arbitrary α and β. The key to the efficiency of our algorithms is to construct appropriate basis functions with zero slope at the endpoints, which lead to systems with sparse matrices for the discrete variational formulations. The direct solution algorithm developed for the homogeneous Neumann problem in two-dimensions relies upon a tensor product process. Nonhomogeneous Neumann data are accounted for by means of a lifting. Numerical results indicating the high accuracy and effectiveness of these algorithms are presented.     

Domain decomposition methods for hyperbolic problems

In this paper a method is developed for solving hyperbolic initial boundary value problems in one space dimension using domain decomposition, which can be extended to problems in several space dimensions. We minimize a functional which is the sum of squares of the L ² norms of the residuals and a term which is the sum of the squares of the L ² norms of the jumps in the function across interdomain boundaries. To make the problem well posed the interdomain boundaries are made to move back and forth at alternate time steps with sufficiently high speed. We construct parallel preconditioners and obtain error estimates for the method. The Schwarz waveform relaxation method is often employed to solve hyperbolic problems using domain decomposition but this technique faces difficulties if the system becomes characteristic at the inter-element boundaries. By making the inter-element boundaries move faster than the fastest wave speed associated with the hyperbolic system we are able to overcome this problem.     

Robust error estimates for the finite element approximation of elliptic optimal control problems

In this paper, we consider the finite element approximation of an elliptic optimal control problem. Based on an assumption on the adjoint state of the continuous problem with a small parameter, which represents a regularization of the bang-bang type control problem, we derive robust a priori error estimates for optimal control and state and a posteriori error estimate is also presented. Numerical experiments confirm our theoretical results.     

二阶常微初值问题的时间间断最小二乘有限元法

采用时间间断最小二乘线性有限元方法求解二阶常微分方程初值问题.利用回收技巧及离散Gronwall引理证明了方法的稳定性.通过引入有限元空间上的范数,给出了方法在该范数意义下丰满的误差估计.数值实验验证了理论分析结果.     

A mortar element method for elliptic problems with discontinuous coefficients

This paper proposes a mortar finite element method for solvingthe two-dimensional second-order elliptic problem with jumpsin coefficients across the interface between two subregions.Non-matching finite element grids are allowed on the interface,so independent triangulations can be used in different subregions.Explicitly realizable mortar conditions are introduced to couplethe individual discretizations. The same optimal L²-norm andenergy-norm error estimates as for regular problems are achievedwhen the interface is of arbitrary shape but smooth, thoughthe regularity of the true solution is low in the whole physicaldomain.     

Conjugate gradient-boundary element solution for distributed elliptic optimal control problems

An optimality system of equations for the optimal control problem governed by Helmholtz-type equations is derived. By the associated first-order necessary optimality condition, we obtain the conjugate gradient method (CGM) in the continuous case. Introducing the sequence of higher-order fundamental solutions, we propose an iterative algorithm based on the conjugate gradient-boundary element method using the multiple reciprocity method (CGM+MRBEM) for solving the discrete control input. This algorithm has an advantage over that of the existing literatures because the main attribute (the reduced dimensionality) of the boundary element method is fully utilized. Finally, the local error estimates for this scheme are obtained, and a test problem is given to illustrate the efficiency of the proposed method.     

The h-p version of the coupling of finite element and boundary element methods for transmission problems in polyhedral domains

Summary. This paper analyzes the rate of convergence of the h-p version of the coupling of the finite element and boundary element method for transmission problems with a linear differential operator with variable coefficients in a bounded polyhedral domain and with constant coefficients in the exterior domain . This procedure uses the variational formulation of the differential equation in and involves integral operators on the interface between and . The finite elements are used to obtain approximate solutions of the differential equation in and the boundary elements are used to obtain approximate solutions of the integral equations. For given piecewise analytic data we show that the Galerkin solution of this coupling procedure converges exponentially fast in the energy norm if the h-p version is used both for finite elements and boundary elements. Received February 10, 1996 / Revised version received April 4, 1997     

Multilevel iterative methods for mixed finite element discretizations of elliptic problems

Summary For solving second order elliptic problems discretized on a sequence of nested mixed finite element spaces nearly optimal iterative methods are proposed. The methods are within the general framework of the product (multiplicative) scheme for operators in a Hilbert space, proposed recently by Bramble, Pasciak, Wang, and Xu [5,6,26,27] and make use of certain multilevel decomposition of the corresponding spaces for the flux variable.     

Finite element methods with numerical quadrature for elliptic problems with smooth interfaces

The purpose of this paper is to study the effect of the numerical quadrature on the finite element approximation to the exact solution of elliptic equations with discontinuous coefficients. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with classical finite element methods [Z. Chen, J. Zou, Finite element methods and their convergence for elliptic and parabolic interface problems, Numer. Math. 79 (1998) 175-202]. We derive error estimates in finite element method with quadrature for elliptic interface problems in a two-dimensional convex polygonal domain. Optimal order error estimates in L² and H¹ norms are shown to hold even if the regularity of the solution is low on the whole domain. Finally, numerical experiment for two dimensional test problem is presented in support of our theoretical findings.     

Finite element methods and their convergence for elliptic and parabolic interface problems

In this paper, we consider the finite element methods for solving second order elliptic and parabolic interface problems in two-dimensional convex polygonal domains. Nearly the same optimal -norm and energy-norm error estimates as for regular problems are obtained when the interfaces are of arbitrary shape but are smooth, though the regularities of the solutions are low on the whole domain. The assumptions on the finite element triangulation are reasonable and practical. Received July 7, 1996 / Revised version received March 3, 1997     

Additive Schwarz methods for the Crouzeix-Raviart mortar finite element for elliptic problems with discontinuous coefficients

In this paper, we propose two variants of the additive Schwarz method for the approximation of second order elliptic boundary value problems with discontinuous coefficients, on nonmatching grids using the lowest order Crouzeix-Raviart element for the discretization in each subdomain. The overall discretization is based on the mortar technique for coupling nonmatching grids. The convergence behavior of the proposed methods is similar to that of their closely related methods for conforming elements. The condition number bound for the preconditioned systems is independent of the jumps of the coefficient, and depend linearly on the ratio between the subdomain size and the mesh size. The performance of the methods is illustrated by some numerical results. This work has been supported by the Alexander von Humboldt Foundation and the special funds for major state basic research projects (973) under 2005CB321701 and the National Science Foundation (NSF) of China (No.10471144) This work has been supported in part by the Bergen Center for Computational Science, University of Bergen     

Finite difference methods for half inverse Sturm-Liouville problems

We investigate finite difference solution of the Hochstadt-Lieberman problem for a Sturm-Liouville operator defined on (0, π): given the value of the potential q on (c, π), where 0 < c < π, use eigenvalues to estimate q on (0, c). Our methods use an asymptotic correction technique of Paine, de Hoog and Anderssen, and its extension to Numerov’s method for various boundary conditions. In the classical case c = π/2, Numerov’s method is found to be particularly effective. Since eigenvalue data is scarce in applications, we also examine stability problems associated with the use of the extra information on q when c < π/2, and give some suggestions for further research.     

Parameter extension for combined hybrid finite element methods and application to plate bending problems

Based on a weighted average of the modified Hellinger-Reissner principle and its dual, the combined hybrid finite element (CHFE) method was originally proposed with a combination parameter limited in the interval (0, 1). In actual computation this parameter plays an important role in adjusting the energy error of discretization models. In this paper, a novel expression of the combined hybrid variational form is used to show the relationship between the resultant method and some Galerkin/least-squares stabilized finite scheme for plate bending problems. The choice of combination parameter is then extended to (−∞, 0) ? (0, 1). Existence, uniqueness and convergence of the solution of discrete schemes are proved, and the advantage of the parameter extension in computation is discussed. As an application, improvement of Adini’s rectangular element by the CHFE approach is performed.